Variance reduction for discretised diffusions via...

Journal of Mathematical Analysis and Applications 2018 / 02 Vol. 458; Iss. 1

Variance reduction for discretised diffusions via regression

Belomestny, Denis, Häfner, Stefan, Nagapetyan, Tigran, Urusov, Mikhail
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Volume:
458
Language:
english
Journal:
Journal of Mathematical Analysis and Applications
DOI:
10.1016/j.jmaa.2017.09.002
Date:
February, 2018
File:
PDF, 679 KB
english, 2018
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